bookProbability and its applicationsJan 1, 2008Closed access

Stochastic Calculus for Fractional Brownian Motion and Applications

FBFrancesca BiaginiYHYaozhong HuBØBernt ØksendalTZTusheng Zhang

University of Kansas · University of Oslo · +1 more institution

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

1,087
total citations
FWCI
31.53
Percentile
100%
References
3
Citations per year

Authors

4

Topics & keywords

Topics
Keywords
  • Fractional Brownian motion
  • Brownian motion
  • Geometric Brownian motion
  • Stochastic calculus
  • Fractional calculus
  • Range (aeronautics)
  • Calculus (dental)
  • Mathematics
UN Sustainable Development Goals
  • Decent work and economic growth
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